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Structural changes, bid-ask spread composition and tick size in inter-bank futures trading

McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - In: The European journal of finance 17 (2011) 3/4, pp. 285-306

Persistent link: https://www.econbiz.de/10009155402

Altavilla, Carlo; Giacomini, Raffaella; Costantini, Riccardo - In: Journal of financial econometrics : official journal of … 12 (2014) 4, pp. 708-729

Persistent link: https://www.econbiz.de/10010512285

Impacts of derivative markets on spot market volatility and their persistence

Fong, Lik; Han, Chulwoo - In: Applied economics 47 (2015) 22/24, pp. 2250-2258

Persistent link: https://www.econbiz.de/10010516655

Derivatives in Islamic finance : the need and mechanisms avaiable

Rizvi, Syed Aun R.; Arshad, Shaista; Lahsasna, Ahcene - In: International journal of financial services management … 7 (2014) 3/4, pp. 177-195

Persistent link: https://www.econbiz.de/10011287751

Analysis of price risk management strategies in dairy farming using whole-farm simulations

Neyhard, James; Tauer, Loren W.; Gloy, Brent - In: Journal of agricultural and applied economics 45 (2013) 2, pp. 313-327

Persistent link: https://www.econbiz.de/10009757070

Crude oil futures markets : another look into traders' positions

Tokic, Damir - In: Journal of derivatives & hedge funds 19 (2013) 4, pp. 321-342

Persistent link: https://www.econbiz.de/10010259393

Optimal cross-hedging under futures mispricing : a note

Lafuente, Juan Angel - In: Journal of derivatives & hedge funds 19 (2013) 3, pp. 181-188

Persistent link: https://www.econbiz.de/10010259438

Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances

Chang, Chia-Lin; McAleer, Michael; Wang, Yanghuiting - 2016 - Revised: June, 2016

derivatives markets. These hedging instruments include natural gas futures and options, as well as Exchange Traded Fund (ETF … spot, futures and ETF markets using the multivariate conditional volatility diagonal BEKK model. The data used include … natural gas spot and futures returns data from two major international natural gas derivatives markets, namely NYMEX (USA) and …

Persistent link: https://www.econbiz.de/10011490999

Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China

Chang, Chia-Lin; McAleer, Michael; Tian, Jiarong - 2016 - Revised: June, 2016

oil derivatives, specifically futures, and stock index returns in UK and USA. The paper will also analyze the Chinese …

Persistent link: https://www.econbiz.de/10011520514

Dynamic hedging in stock index futures via copula multiplicative error model

Chen, Wen-Chin; Liu, Kai-ping; Yang, Yung-lieh; Lai, Yi-hao - In: Applied economics letters 21 (2014) 10/12, pp. 801-805

Persistent link: https://www.econbiz.de/10010416262

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